| Your Current Location : Fund Card : Risk Analysis |
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| HDFC BSE 500 ETF Reg (G) |
| [Equity: Flexi Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC BSE 500 ETF Reg (G) |
15.46% |
0.5013 |
12.2656% |
42.6649% |
0.0856 |
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| High Watermark Gain Stream (%) |
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| Maximum Drawdown Loss Stream (%) |
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| Gain Loss Ratio = 0.00 |
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| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| HDFC BSE 500 ETF Reg (G) |
3.1780% |
0.0004 |
0.0813 |
4.7855% |
0.9651 |
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| Up Capture v/s Down Capture |
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